EEM QVM90806 variant 149/162 EEM_recent_0_1_base = -2.946595540985031
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_1_base","s":"EEM","period":"recent","window":0,"managed":true,"cost":"base","return":-2.946595540985031,"drawdown":9.424586815096625,"n":9,"win":66.66666666666666,"W":1.3455975267092237,"L":3.591949919918365,"K":0,"mean_exposure":1,"annvol":9.680286575211685,"sharpe0":-0.40867886254998226,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 148/162 EEM_recent_0_1_zero = -1.1838184824208287
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_1_zero","s":"EEM","period":"recent","window":0,"managed":true,"cost":"zero","return":-1.1838184824208287,"drawdown":8.605706684606107,"n":9,"win":66.66666666666666,"W":1.5484913648773357,"L":3.398941059149665,"K":0,"mean_exposure":1,"annvol":9.668493119731874,"sharpe0":-0.13344518848324174,"fillerr":0,"reconcile":0,"partial_count":6} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 147/162 EEM_recent_0_0_stress = 20.857049092442125
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_0_stress","s":"EEM","period":"recent","window":0,"managed":false,"cost":"stress","return":20.857049092442125,"drawdown":14.219021148225996,"n":8,"win":75,"W":5.3967931843807335,"L":5.9871470677023195,"K":0.1181631403229633,"mean_exposure":1,"annvol":24.439153765480416,"sharpe0":1.2715915235304205,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 146/162 EEM_recent_0_0_base = 23.79270753181675
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_0_base","s":"EEM","period":"recent","window":0,"managed":false,"cost":"base","return":23.79270753181675,"drawdown":13.8319750873097,"n":8,"win":75,"W":5.71345857869074,"L":5.704684833091253,"K":0.1250959767350048,"mean_exposure":1,"annvol":24.379280335655586,"sharpe0":1.420217360591915,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 145/162 EEM_recent_0_0_zero = 25.78931937412321
Quant replication2026-09-08 06:10
{"key":"EEM_recent_0_0_zero","s":"EEM","period":"recent","window":0,"managed":false,"cost":"zero","return":25.78931937412321,"drawdown":13.573061522960984,"n":8,"win":75,"W":5.925096881241083,"L":5.515905670789934,"K":0.12931629240260456,"mean_exposure":1,"annvol":24.35033521656703,"sharpe0":1.5191446188547386,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 144/162 EEM_holdout_66_1_stress = -33.141465193242716
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_66_1_stress","s":"EEM","period":"holdout","window":66,"managed":true,"cost":"stress","return":-33.141465193242716,"drawdown":33.931176308542256,"n":60,"win":43.333333333333336,"W":0.7465229633018998,"L":1.9019559992663877,"K":0,"mean_exposure":0.8847643643048464,"annvol":4.919306664532265,"sharpe0":-1.6183436228523913,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 143/162 EEM_holdout_66_1_base = -21.605712242719687
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_66_1_base","s":"EEM","period":"holdout","window":66,"managed":true,"cost":"base","return":-21.605712242719687,"drawdown":24.332136353868872,"n":60,"win":46.666666666666664,"W":0.9820237059189548,"L":1.7144532789377003,"K":0,"mean_exposure":0.8847643643048464,"annvol":4.710806920678491,"sharpe0":-1.0138607595850087,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 142/162 EEM_holdout_66_1_zero = -12.827759131036965
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_66_1_zero","s":"EEM","period":"holdout","window":66,"managed":true,"cost":"zero","return":-12.827759131036965,"drawdown":20.217651614645593,"n":60,"win":46.666666666666664,"W":1.184189668752127,"L":1.5176856670756282,"K":0,"mean_exposure":0.8847643643048464,"annvol":4.621927126684185,"sharpe0":-0.5732584212707224,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 141/162 EEM_holdout_66_0_stress = -15.165648685999678
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_66_0_stress","s":"EEM","period":"holdout","window":66,"managed":false,"cost":"stress","return":-15.165648685999678,"drawdown":42.06206291350907,"n":53,"win":49.056603773584904,"W":3.3122203508941164,"L":3.7202346718946724,"K":0,"mean_exposure":0.8739384499807139,"annvol":14.6007549541088,"sharpe0":-0.1532759660591459,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 140/162 EEM_holdout_66_0_base = -2.5211954941603665
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_66_0_base","s":"EEM","period":"holdout","window":66,"managed":false,"cost":"base","return":-2.5211954941603665,"drawdown":37.6482998095734,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445766,"K":0.0020211412582098187,"mean_exposure":0.8739384499807139,"annvol":14.585051264597432,"sharpe0":0.037656898045019746,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 139/162 EEM_holdout_66_0_zero = 6.940974911604836
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_66_0_zero","s":"EEM","period":"holdout","window":66,"managed":false,"cost":"zero","return":6.940974911604836,"drawdown":34.80516152307028,"n":53,"win":49.056603773584904,"W":3.830075071595619,"L":3.3621545599316223,"K":0.010842413646468083,"mean_exposure":0.8739384499807139,"annvol":14.588006182209806,"sharpe0":0.16519445329739157,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 138/162 EEM_holdout_22_1_stress = -29.13286399434013
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_22_1_stress","s":"EEM","period":"holdout","window":22,"managed":true,"cost":"stress","return":-29.13286399434013,"drawdown":30.129263244611117,"n":60,"win":43.333333333333336,"W":0.7465229633019028,"L":1.9019559992663895,"K":0,"mean_exposure":0.8451135719333723,"annvol":4.558144117777082,"sharpe0":-1.493920636442658,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 137/162 EEM_holdout_22_1_base = -17.50085931262333
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_22_1_base","s":"EEM","period":"holdout","window":22,"managed":true,"cost":"base","return":-17.50085931262333,"drawdown":20.821390713008782,"n":60,"win":46.666666666666664,"W":0.9820237059189574,"L":1.7144532789376998,"K":0,"mean_exposure":0.8451135719333723,"annvol":4.366926841721205,"sharpe0":-0.862657259557513,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 136/162 EEM_holdout_22_1_zero = -8.701781739229443
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_22_1_zero","s":"EEM","period":"holdout","window":22,"managed":true,"cost":"zero","return":-8.701781739229443,"drawdown":16.738764340733404,"n":60,"win":46.666666666666664,"W":1.1841896687521285,"L":1.517685667075628,"K":0,"mean_exposure":0.8451135719333723,"annvol":4.290854523392298,"sharpe0":-0.4045489156608483,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 135/162 EEM_holdout_22_0_stress = -8.082436742087262
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_22_0_stress","s":"EEM","period":"holdout","window":22,"managed":false,"cost":"stress","return":-8.082436742087262,"drawdown":38.57291496026926,"n":53,"win":49.056603773584904,"W":3.312220350894119,"L":3.7202346718946684,"K":0,"mean_exposure":0.8418872034009007,"annvol":13.554556914276365,"sharpe0":-0.057100789440564195,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 134/162 EEM_holdout_22_0_base = 5.069509297110808
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_22_0_base","s":"EEM","period":"holdout","window":22,"managed":false,"cost":"base","return":5.069509297110808,"drawdown":34.152681887991974,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445753,"K":0.0020211412582098742,"mean_exposure":0.8418872034009007,"annvol":13.53414149944193,"sharpe0":0.14100596584134978,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 133/162 EEM_holdout_22_0_zero = 14.869382552154931
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_22_0_zero","s":"EEM","period":"holdout","window":22,"managed":false,"cost":"zero","return":14.869382552154931,"drawdown":31.029547304530823,"n":53,"win":49.056603773584904,"W":3.830075071595614,"L":3.362154559931626,"K":0.010842413646467805,"mean_exposure":0.8418872034009007,"annvol":13.534364301109303,"sharpe0":0.27331032823052687,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 132/162 EEM_holdout_0_1_stress = -36.90048434603251
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_0_1_stress","s":"EEM","period":"holdout","window":0,"managed":true,"cost":"stress","return":-36.90048434603251,"drawdown":38.54457163964985,"n":60,"win":43.333333333333336,"W":0.746522963301898,"L":1.9019559992663864,"K":0,"mean_exposure":1,"annvol":5.883892435944667,"sharpe0":-1.5415612302502015,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 131/162 EEM_holdout_0_1_base = -24.456154141667795
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_0_1_base","s":"EEM","period":"holdout","window":0,"managed":true,"cost":"base","return":-24.456154141667795,"drawdown":28.777878890509356,"n":60,"win":46.666666666666664,"W":0.9820237059189557,"L":1.7144532789376963,"K":0,"mean_exposure":1,"annvol":5.676997814387435,"sharpe0":-0.9634272224240169,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 130/162 EEM_holdout_0_1_zero = -14.824561046512208
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_0_1_zero","s":"EEM","period":"holdout","window":0,"managed":true,"cost":"zero","return":-14.824561046512208,"drawdown":24.14651493551365,"n":60,"win":46.666666666666664,"W":1.1841896687521276,"L":1.517685667075625,"K":0,"mean_exposure":1,"annvol":5.588838752103764,"sharpe0":-0.5484845727719865,"fillerr":0,"reconcile":0,"partial_count":28} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 129/162 EEM_holdout_0_0_stress = -17.54040806162218
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_0_0_stress","s":"EEM","period":"holdout","window":0,"managed":false,"cost":"stress","return":-17.54040806162218,"drawdown":46.32301478428723,"n":53,"win":49.056603773584904,"W":3.312220350894114,"L":3.720234671894671,"K":0,"mean_exposure":1,"annvol":16.44514045605943,"sharpe0":-0.15333452375128018,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 128/162 EEM_holdout_0_0_base = -3.329479822172654
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_0_0_base","s":"EEM","period":"holdout","window":0,"managed":false,"cost":"base","return":-3.329479822172654,"drawdown":42.31802072940659,"n":53,"win":49.056603773584904,"W":3.622622625761382,"L":3.4309614768445766,"K":0.0020211412582098187,"mean_exposure":1,"annvol":16.427476126013417,"sharpe0":0.04065040924726241,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 127/162 EEM_holdout_0_0_zero = 7.480388696910456
Quant replication2026-09-08 06:10
{"key":"EEM_holdout_0_0_zero","s":"EEM","period":"holdout","window":0,"managed":false,"cost":"zero","return":7.480388696910456,"drawdown":39.963976760586526,"n":53,"win":49.056603773584904,"W":3.8300750715956178,"L":3.3621545599316223,"K":0.010842413646468041,"mean_exposure":1,"annvol":16.43050579634497,"sharpe0":0.1702138085726755,"fillerr":0,"reconcile":0,"partial_count":0} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 126/162 EEM_train_66_1_stress = 3.7958778097332946
Quant replication2026-09-08 06:10
{"key":"EEM_train_66_1_stress","s":"EEM","period":"train","window":66,"managed":true,"cost":"stress","return":3.7958778097332946,"drawdown":6.224867269437451,"n":24,"win":66.66666666666666,"W":1.7866467942134083,"L":1.4388637795631258,"K":0.0995547364564297,"mean_exposure":0.7800293822379128,"annvol":3.9274213655139256,"sharpe0":0.49298473865341536,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json
EEM QVM90806 variant 125/162 EEM_train_66_1_base = 9.800433545740827
Quant replication2026-09-08 06:10
{"key":"EEM_train_66_1_base","s":"EEM","period":"train","window":66,"managed":true,"cost":"base","return":9.800433545740827,"drawdown":3.247244029578733,"n":24,"win":70.83333333333334,"W":1.9819836561427038,"L":1.3365948752355334,"K":0.1279103531809142,"mean_exposure":0.7800293822379128,"annvol":3.9105958156422793,"sharpe0":1.2126133364968217,"fillerr":0,"reconcile":0,"partial_count":17} Frozen note965; completeddailyalladjusted; fractionaldiagnostic,1ppm cashreserve,fees/slippageasnamed; quarterKellynaive oninvestedtradepayoff, actualsizingrequiresweightedperformancegate; 2016–18 calibration. Draftsignbugfixedbeforeacceptedresults; everyfill andcashledgerreconciled.
https://runway.adityaperswal.workers.dev/data/stock-bars ; QVM90806 study.py/metrics.json